Anic Equity¶

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Total return since start: 0.613 %¶

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Equity now: -----------------------------> 49262.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43334.36 Kr¶

PnL: ---------------------------------------> -1541.22 Kr¶

DD now: ---------------------------------> -7.262 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:10:20.182156'

Anic Portfolio¶

Today¶

Return: 0.089 %¶

This Week¶

Return: -2.933 %¶

Total portfolio value¶

Return including deposits: 61.274 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.180000 1514.010000 91.010000 6.400000 1423.000014
JM 7 3.760000 966.000000 16.000000 1.680000 950.000002
Hennes & Mauritz B 6 1.020000 926.280000 14.280000 1.570000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.550000 898.500000 -5.500000 -0.610000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
Bufab 3 -0.230000 1056.000000 -20.000000 -1.860000 1076.000001
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Vitrolife 3 -1.280000 649.800000 -27.200000 -4.020000 677.000001
AcadeMedia 20 -1.740000 949.200000 -28.800000 -2.940000 978.000000
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -1.020000 813.600000 -34.400000 -4.060000 848.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Hexatronic Group 15 -0.920000 1031.700000 -39.300000 -3.670000 1071.000000
EQT 4 0.680000 833.200000 -39.800000 -4.560000 873.000000
Sagax B 4 -1.220000 845.200000 -39.800000 -4.500000 885.000000
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Byggmax Group 33 -0.850000 926.640000 -40.360000 -4.170000 966.999990
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
SKF B 5 -0.640000 938.500000 -41.500000 -4.230000 980.000000
Addnode Group B 7 -1.120000 863.100000 -41.900000 -4.630000 904.999998
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 0.270000 889.600000 -67.400000 -7.040000 957.000000
Orrön Energy 170 -2.410000 1927.800000 -118.200000 -5.780000 2045.999980
Hexagon B 26 -1.170000 3299.400000 -120.600000 -3.530000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 0.650000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43334.360000 -1541.220000 -7.26162% 44875.578016

Updated:¶

'2023-06-22 16:10:37.331328'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶